+30.0%
MTZ vs AUR
+11.8%
+18.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | +8.7% | -10.3% | -3.6% |
| 30D | -11.1% | -5.2% | -5.8% | -10.0% |
| 3M | -36.7% | -7.3% | -29.4% | -36.0% |
| 6M | -21.9% | +41.2% | -63.1% | -28.8% |
| YTD | +9.1% | +65.1% | -56.0% | -5.3% |
| 1Y | +30.0% | +13.4% | +16.5% | +20.5% |
| All | +30.0% | +11.8% | +18.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling